UC WAR. CALL 06/25 ENI/ DE000HC7JAN7 /
| 2024-07-26 9:45:25 PM | Chg.+0.1900 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7600EUR | +33.33% | 0.7400 Bid Size: 15,000 |
0.7800 Ask Size: 15,000 |
ENI S.P.A. | 15.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7JAN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-21 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.92 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.17 |
| Parity: | -0.51 |
| Time value: | 0.78 |
| Break-even: | 15.78 |
| Moneyness: | 0.97 |
| Premium: | 0.09 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.04 |
| Spread %: | 5.41% |
| Delta: | 0.52 |
| Theta: | 0.00 |
| Omega: | 9.66 |
| Rho: | 0.06 |
Quote data
| Open: | 0.7000 |
|---|---|
| High: | 0.7600 |
| Low: | 0.7000 |
| Previous Close: | 0.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +38.18% | ||
|---|---|---|---|
| 1 Month | +8.57% | ||
| 3 Months | -41.09% | ||
| YTD | -50.97% | ||
| 1 Year | -15.56% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7600 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | 0.8100 | 0.5000 |
| 6M High / 6M Low: | 1.5400 | 0.4800 |
| High (YTD): | 2024-01-05 | 1.6000 |
| Low (YTD): | 2024-06-14 | 0.4800 |
| 52W High: | 2023-10-18 | 1.9800 |
| 52W Low: | 2024-06-14 | 0.4800 |
| Avg. price 1W: | 0.5960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6459 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8957 | |
| Avg. volume 6M: | 4.7402 | |
| Avg. price 1Y: | 1.1463 | |
| Avg. volume 1Y: | 2.3516 | |
| Volatility 1M: | 170.12% | |
| Volatility 6M: | 132.72% | |
| Volatility 1Y: | 114.51% | |
| Volatility 3Y: | - |
